Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.4: Asset-Backed Securities (ABS)

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21281.83 Day 27 Yes 1388.98 <7 Days CB-3-Q 17040.97 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27786.22 Day 27 Yes 2552.42 7-30 Days G-1-Q 23042.61 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20650.10 Day 27 No 124.56 7-30 Days G-2-Q 19146.24 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43586.41 Day 27 No 3588.39 <7 Days G-3-Q 37322.48 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34543.50 Day 27 No 2424.04 7-30 Days S-5-Q 33366.61 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28876.69 Day 27 No 224.94 <7 Days S-6-Q 30151.32 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11007.91 Day 27 Yes 1063.02 <7 Days S-7-Q 10209.92 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25433.91 Day 27 No 969.18 31-90 Days E-1-Q 23746.13 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37316.68 Day 27 Yes 2890.19 7-30 Days E-2-Q 42309.18 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26157.28 Day 27 Yes 1227.38 91-180 Days IG-1-Q 25938.50 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27966.06 Day 27 No 831.34 91-180 Days IG-2-Q 24594.52 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43731.97 Day 27 Yes 3035.09 31-90 Days C-1 44655.96 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37408.97 Day 27 Yes 1794.82 31-90 Days CB-4 33034.09 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22565.28 Day 27 No 1682.65 7-30 Days E-10 22114.41 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41068.99 Day 27 Yes 2479.10 <7 Days E-3 46122.52 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43364.89 Day 27 Yes 3533.64 91-180 Days E-4 39304.90 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4185.08 Day 27 Yes 76.55 31-90 Days E-5 4885.79 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18358.50 Day 27 Yes 417.38 <7 Days E-6 20903.15 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40368.41 Day 27 Yes 1148.05 91-180 Days E-7 35121.31 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3482.94 Day 27 Yes 144.88 31-90 Days E-8 3245.00 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20150.68 Day 27 Yes 1524.47 91-180 Days E-9 20468.48 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36479.06 Day 27 No 2576.07 91-180 Days G-4 36743.02 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 486.59 Day 27 Yes 35.35 31-90 Days IG-3 542.32 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16381.37 Day 27 No 441.56 31-90 Days IG-4 16165.12 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2016.09 Day 27 Yes 189.68 <7 Days IG-5 2026.41 Full No Investment Banking